IV Skew
-6.2%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-02-19 (173d) 2027-06-17 (291d) 2028-01-21 (509d) 2028-03-17 (565d) 2028-06-16 (656d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 24 30 79.2% 0.85 0.0120 -0.48 0.06 20.60/21.00 20.85 192.50 2.50 2.43/2.60 0.06 -0.45 0.0120 -0.15 79.0% 276 143 117 25 80.1% 0.81 0.0137 -0.55 0.07 18.85/19.10 19.86 195.00 3.16 3.00/3.15 0.07 -0.51 0.0137 -0.18 78.6% 554 608 35 25 80.2% 0.77 0.0153 -0.61 0.07 17.05/17.30 16.80 197.50 4.08 3.75/3.90 0.07 -0.58 0.0154 -0.23 79.3% 304 87 342 169 80.4% 0.73 0.0167 -0.67 0.08 15.35/15.65 16.85 200.00 4.70 4.50/4.70 0.08 -0.64 0.0169 -0.27 79.2% 1.9k 1.4k 35 77 80.7% 0.68 0.0179 -0.72 0.09 13.80/14.05 14.65 202.50 5.60 5.45/5.65 0.09 -0.69 0.0181 -0.31 79.7% 211 142 161 146 81.1% 0.64 0.0188 -0.77 0.09 12.35/12.60 11.85 205.00 6.72 6.55/6.70 0.09 -0.73 0.0189 -0.36 80.4% 718 370 36 73 81.8% 0.59 0.0193 -0.80 0.10 11.05/11.30 10.34 207.50 7.80 7.65/7.90 0.10 -0.76 0.0196 -0.41 80.7% 187 49 617 285 82.3% 0.54 0.0196 -0.82 0.10 9.85/10.05 9.90 210.00 9.20 8.90/9.20 0.10 -0.78 0.0198 -0.46 81.2% 615 642 102 206 82.5% 0.49 0.0196 -0.82 0.10 8.60/9.00 8.80 212.50 10.55 10.30/10.50 0.10 -0.79 0.0199 -0.51 81.4% 378 105 280 921 83.5% 0.44 0.0191 -0.82 0.10 7.75/7.95 7.80 215.00 12.09 11.65/12.10 0.10 -0.78 0.0195 -0.56 81.8% 531 389 144 327 83.1% 0.39 0.0188 -0.80 0.09 6.65/7.00 6.80 217.50 14.20 13.15/13.85 0.09 -0.77 0.0189 -0.61 82.6% 221 163 977 1.3k 84.3% 0.35 0.0179 -0.78 0.09 6.00/6.15 5.95 220.00 16.02 15.00/15.35 0.09 -0.74 0.0181 -0.65 83.1% 468 406 192 236 85.4% 0.31 0.0168 -0.75 0.09 5.10/5.70 4.99 222.50 17.70 16.90/17.35 0.09 -0.73 0.0168 -0.69 85.4% 71 36 931 959 87.2% 0.28 0.0156 -0.73 0.08 4.55/5.20 4.75 225.00 18.17 18.65/19.00 0.08 -0.67 0.0159 -0.73 84.5% 233 241 223 155 86.7% 0.24 0.0146 -0.68 0.08 4.05/4.30 4.08 227.50 20.21 20.65/20.95 0.08 -0.63 0.0147 -0.76 85.6% 52 45 1.2k 881 87.2% 0.21 0.0135 -0.63 0.07 3.60/3.70 3.40 230.00 21.40 22.60/22.95 0.07 -0.59 0.0135 -0.79 86.1% 36 260
Greeks Profile 2026-09-04 · 5d · σ = 81.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $148 $179 $211 $242 $274 spot $210.77 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).